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Credit Crisis Indicators

GalaTime found this 4/3/2009 on calculatedriskblog.com

Here is a quick look at a few credit indicators: First, the British Bankers' Association reported that the three-month dollar Libor rates were fixed at 1.166%. The LIBOR was at 1.30% a couple of weeks ago, and peaked at 4.81875% on Oct 10, 2008. This is near the January 14th low of 1.0825%.  ...